+53.4%
CL vs SPXS
-99.5%
+152.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.2% |
| 7D | -1.4% | -1.5% | +0.2% | -1.6% |
| 30D | -5.2% | +3.7% | -8.9% | -4.7% |
| 3M | +3.3% | -9.6% | +12.9% | +2.0% |
| 6M | -4.4% | -32.4% | +28.0% | -9.2% |
| YTD | +13.9% | -28.7% | +42.6% | +9.1% |
| 1Y | +7.6% | -38.1% | +45.7% | +1.1% |
| 3Y | +29.6% | -80.1% | +109.7% | +4.4% |
| 5Y | +28.1% | -85.9% | +114.0% | +3.8% |
| 10Y | +53.4% | -99.5% | +152.9% | -24.4% |
| All | +53.4% | -99.5% | +152.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling